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ON THE EXISTENCE OF MAXIMAL LIKELIHOOD ESTMATORS |
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| Authors: | Zhang Weian |
| Institution: | Shanghai Normal University |
| Abstract: | In this paper, we give necessary and sufficient for the existence of maximal likelihood estimators when the density functions of probability distributions are product measurable. We also show that when we adopt the generalized definition of maximal likelihood estimators, the generalized maximal likelihood estimators always exist,provide the denesity functions are product measurable. |
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